+1,572.6%
ADBE vs CNC
+5,287.0%
-3,714.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -8.9% | -4.9% | -4.0% | -8.0% |
| 30D | -6.6% | -3.8% | -2.9% | -6.0% |
| 3M | +7.1% | -3.2% | +10.4% | +7.5% |
| 6M | -9.8% | +47.9% | -57.6% | -17.2% |
| YTD | -27.2% | +55.7% | -82.9% | -34.1% |
| 1Y | -28.0% | +106.2% | -134.3% | -38.9% |
| 3Y | -54.5% | -2.1% | -52.5% | -57.2% |
| 5Y | -61.5% | +3.4% | -64.9% | -64.6% |
| 10Y | +156.4% | +91.7% | +64.8% | +103.3% |
| All | +1,572.6% | +5,287.0% | -3,714.4% | +803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling